Training Course

Dynamic Econometric Models

Date & Time

From: 25 March 2010
Until: 26 March 2010


Training Course


UCL Economics Department
Drayton House,
30 Gordon Street,


HE Delegates: £195
Other Delegates: £1250

This course presents an introduction to econometric methods applied to the empirical analysis of dynamic economic processes. Next to classical applications in empirical macroeconomics and finance, the approaches surveyed in this course are also increasingly used in applied competition economics. The course starts with a review of the generalized method of moments approach to estimation that encompasses almost all the models covered in the course. It then surveys the main econometric models for univariate and multivariate processes and various tools for diagnostic testing. The theoretical exposition is accompanied by a sequence of computer practicals that implement the various econometric models and techniques in applications which relate to competition analysis in the US petroleum industry. Stata will be used.

Level of knowledge required: This course is suited for applied economists with an advanced undergraduate level background in econometrics; for the applied part of the course some basic familiarity with competition economics is useful, but not required.